-80.1%
BL vs SPY
+67.4%
-147.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.1% | +0.3% | -23.4% | -23.5% |
| 7D | -23.4% | -2.7% | -20.7% | -20.9% |
| 30D | -8.6% | -5.4% | -3.2% | -2.4% |
| 3M | -13.7% | -4.1% | -9.6% | -9.2% |
| 6M | -12.4% | +0.7% | -13.1% | -14.1% |
| YTD | -53.2% | +8.7% | -61.8% | -58.7% |
| 1Y | -54.4% | +10.9% | -65.3% | -60.9% |
| 3Y | -51.9% | +75.0% | -126.9% | -79.7% |
| All | -80.1% | +67.4% | -147.5% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling